Source file `owl_base_stats_dist_gumbel2.ml`

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# 1 "src/base/stats/owl_base_stats_dist_gumbel2.ml"
(*
 * OWL - an OCaml numerical library for scientific computing
 * Copyright (c) 2016-2018 Liang Wang <liang.wang@cl.cam.ac.uk>
 *)

let gumbel2_rvs ~a ~b =
  let x = Random.float 1. in
  ((-.b) /. log x) ** (1. /. a)